+726.8%
PODD vs SNY
+111.0%
+615.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -10.5% | -3.3% | -7.2% | -9.1% |
| 30D | -9.0% | -2.2% | -6.9% | -8.1% |
| 3M | -11.5% | -3.0% | -8.5% | -10.4% |
| 6M | -44.7% | +2.7% | -47.5% | -45.6% |
| YTD | -53.6% | -6.8% | -46.7% | -52.2% |
| 1Y | -61.0% | -5.3% | -55.7% | -60.4% |
| 3Y | -24.7% | -9.8% | -14.9% | -25.5% |
| 5Y | -55.5% | +9.7% | -65.2% | -61.1% |
| 10Y | +221.5% | +64.5% | +157.0% | +115.7% |
| All | +726.8% | +111.0% | +615.8% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling